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Jan
31
asked How much does a Grid Computing software cost?
Jan
29
awarded  Synonymizer
Jan
29
reviewed Reviewed What do the terms in-sample and out-of-sample estimates mean in MVO?
Jan
29
answered What do the terms in-sample and out-of-sample estimates mean in MVO?
Jan
29
revised What do the terms in-sample and out-of-sample estimates mean in MVO?
edited tags
Jan
29
reviewed Reviewed What are the advantages/disadvantages of OHLC over VWAP?
Jan
29
revised What are the advantages/disadvantages of OHLC over VWAP?
rephrased question, reformat
Jan
29
reviewed Reviewed How do you estimate the capacity of a strategy from historical data?
Jan
28
comment Simulation of GBM
@gu7z not it's not, by definition of the model.
Jan
28
comment Simulation of GBM
@gu7z you can accept the answer if you're satisfied by it!
Jan
28
comment Simulation of GBM
That's absolutely right.
Jan
28
answered Simulation of GBM
Jan
28
revised Simulation of GBM
deleted 1 characters in body
Jan
28
revised Robust Bayesian portfolio optimization in matlab?
added 1 characters in body
Jan
27
revised Robust Bayesian portfolio optimization in matlab?
edited tags; edited title
Jan
27
answered Robust Bayesian portfolio optimization in matlab?
Jan
25
awarded  Talkative
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
Excellent link.
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
@Nikos what do you mean by "expressing" complex quant equations?
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
@Freddy I agree that doing the wrapper will not "inject" F# features in the library. You can be willing to use F# because you enjoy functional programming and you plan to build a model in this paradigm but you need at some point to be able to interact with other part of you environment which are written in C# for example. I'm not sure I would chose F# if I was asked to code an independent functional programming project from scratch. But if I have to manage interaction with .net object-oriented code, then I surely would.